Edit Profile (opens in new tab) Vrontos, Spyridon D. Compute Distance To: Compute Author ID: vrontos.spyridon-d Published as: Vrontos, Spyridon D.; Vrontos, Spyridon; Vrontos, S. D. Documents Indexed: 9 Publications since 1998 Co-Authors: 7 Co-Authors with 9 Joint Publications 100 Co-Co-Authors all top 5 Co-Authors 0 single-authored 7 Frangos, Nikos E. 2 Tzougas, George 2 Yannacopoulos, Athanasios N. 1 Chadjiconstantinidis, Stathis 1 Meligkotsidou, Loukia 1 Panopoulou, Ekaterini 1 Vrontos, Ioannis D. Serials 2 Scandinavian Actuarial Journal 2 ASTIN Bulletin 1 Applied Stochastic Models in Business and Industry 1 North American Actuarial Journal 1 Journal of Forecasting Fields 7 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 7 Publications have been cited 58 times in 46 Documents Cited by ▼ Year ▼ Design of optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance. Zbl 1035.62108Frangos, Nicholas E.; Vrontos, Spyridon D. 28 2001 Optimal bonus-malus systems using finite mixture models. Zbl 1288.91120Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas 13 2014 On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. Zbl 1401.91107Chadjiconstantinidis, Stathis; Vrontos, Spyridon 7 2014 Bonus-malus systems with two-component mixture models arising from different parametric families. Zbl 1393.62048Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas 4 2018 Reinsurance control in a model with liabilities of the fractional Brownian motion type. Zbl 1150.91429Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N. 3 2007 Ruin probability at a given time for a mode with liabilities of the fractional Brownian motion type: A partial differential equation approach. Zbl 1143.91028Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N. 2 2005 A quantile regression approach to equity premium prediction. Zbl 1397.62429Meligkotsidou, Loukia; Panopoulou, Ekaterini; Vrontos, Ioannis D.; Vrontos, Spyridon D. 1 2014 Bonus-malus systems with two-component mixture models arising from different parametric families. Zbl 1393.62048Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas 4 2018 Optimal bonus-malus systems using finite mixture models. Zbl 1288.91120Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas 13 2014 On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. Zbl 1401.91107Chadjiconstantinidis, Stathis; Vrontos, Spyridon 7 2014 A quantile regression approach to equity premium prediction. Zbl 1397.62429Meligkotsidou, Loukia; Panopoulou, Ekaterini; Vrontos, Ioannis D.; Vrontos, Spyridon D. 1 2014 Reinsurance control in a model with liabilities of the fractional Brownian motion type. Zbl 1150.91429Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N. 3 2007 Ruin probability at a given time for a mode with liabilities of the fractional Brownian motion type: A partial differential equation approach. Zbl 1143.91028Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N. 2 2005 Design of optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance. Zbl 1035.62108Frangos, Nicholas E.; Vrontos, Spyridon D. 28 2001 all cited Publications top 5 cited Publications all top 5 Cited by 70 Authors 7 Tzougas, George 5 Frangos, Nikos E. 5 Gómez-Déniz, Emilio 4 Woo, Jae-Kyung 3 Cheung, Eric C. K. 3 Karlis, Dimitris 3 Ragulina, Olena 3 Vázquez Polo, Francisco José 2 Angers, Jean-François 2 Desjardins, Denise 2 Dionne, Georges 2 Guertin, François 2 Hernández-Bastida, Agustin 2 Jeong, Himchan 2 Tan, Chong It 2 Vrontos, Spyridon D. 1 Albrecher, Hansjörg 1 Arató, N. Miklós 1 Bai, Lihua 1 Balasooriya, Uditha 1 Bladt, Martin 1 Bonsdorff, Heikki 1 Boulongne, Patrick 1 De Gooijer, Jan G. 1 Fernández-Sánchez, M. P. 1 Gençtürk, Yasemin 1 Heilpern, Stanisław 1 Hoon, W. L. 1 Hu, Fengqing 1 Kelly, Mary 1 Kleffner, Anne 1 Landriault, David 1 Lee, Wing Yan 1 Levikson, Benny 1 Li, Jackie Ji 1 Li, Johnny Siu-Hang 1 Li, Long 1 Li, Zhengxiao 1 Lim, Joon Mook 1 Lin, Feng 1 Lu, Yang 1 Ma, Jin 1 Martinek, László 1 Mayureesawan, Tidadeaw 1 Moumeesri, A. 1 Ni, Weihong 1 Oh, Rosy 1 Parsa, Rahul A. 1 Pérez Sánchez, José María 1 Phaphan, Wikanda 1 Pierre-Loti-Viaud, Daniel 1 Pignatelli di Cerchiara, Alice 1 Piterbarg, Vladimir Il’ich 1 Pongsart, Tippatai 1 Sapna Isotupa, K. P. 1 Sarabia, José María 1 Valdez, Emiliano A. 1 Vatamidou, Eleni 1 Verschuren, Robert Matthijs 1 Wang, Yixuan 1 Willmot, Gordon E. 1 Xie, Siyuan 1 Xie, Yuantao 1 Yang, Jingping 1 Yiğiter, Ayten 1 Yuen, Kam Chuen 1 Zacks, Shelemyahu 1 Zerom, Dawit 1 Zhou, Shuzi 1 Zhu, Wenjun all top 5 Cited in 20 Serials 11 Insurance Mathematics & Economics 6 ASTIN Bulletin 5 Scandinavian Actuarial Journal 3 North American Actuarial Journal 3 Modern Stochastics. Theory and Applications 2 Mathematical Problems in Engineering 2 Journal of Applied Statistics 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Statistical Computation and Simulation 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Statistical Papers 1 Bernoulli 1 Extremes 1 Methodology and Computing in Applied Probability 1 Lobachevskii Journal of Mathematics 1 Journal of Systems Science and Complexity 1 European Actuarial Journal 1 Journal of Time Series Econometrics all top 5 Cited in 7 Fields 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Statistics (62-XX) 13 Probability theory and stochastic processes (60-XX) 2 Systems theory; control (93-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year